Lebesgue decomposition commutes with finite measure suprema
ID: lebesgue-decomposition-commutes-with-finite-measure-suprema
Take Lebesgue decompositions relative to a fixed finite positive measure . The finite union of null supports of their singular components is still -null. On each original measure equals its singular component; on it equals its absolutely continuous component. Restriction commutes with the partition formula defining the finite supremum of positive measures. Thus the supremum restricts to on and to off . The latter is absolutely continuous with respect to because it is bounded by the sum of the absolutely continuous components. Uniqueness of the Lebesgue decomposition proves the displayed identities, and the Radon-Nikodym derivative of the absolutely continuous component is the pointwise maximum of the individual derivatives.
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